| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,760 |
19,750 |
-10 |
-0.1% |
19,105 |
| High |
19,875 |
19,775 |
-100 |
-0.5% |
19,545 |
| Low |
19,715 |
19,525 |
-190 |
-1.0% |
18,825 |
| Close |
19,770 |
19,525 |
-245 |
-1.2% |
19,545 |
| Range |
160 |
250 |
90 |
56.3% |
720 |
| ATR |
255 |
254 |
0 |
-0.1% |
0 |
| Volume |
5 |
10 |
5 |
100.0% |
51 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,358 |
20,192 |
19,663 |
|
| R3 |
20,108 |
19,942 |
19,594 |
|
| R2 |
19,858 |
19,858 |
19,571 |
|
| R1 |
19,692 |
19,692 |
19,548 |
19,650 |
| PP |
19,608 |
19,608 |
19,608 |
19,588 |
| S1 |
19,442 |
19,442 |
19,502 |
19,400 |
| S2 |
19,358 |
19,358 |
19,479 |
|
| S3 |
19,108 |
19,192 |
19,456 |
|
| S4 |
18,858 |
18,942 |
19,388 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,465 |
21,225 |
19,941 |
|
| R3 |
20,745 |
20,505 |
19,743 |
|
| R2 |
20,025 |
20,025 |
19,677 |
|
| R1 |
19,785 |
19,785 |
19,611 |
19,905 |
| PP |
19,305 |
19,305 |
19,305 |
19,365 |
| S1 |
19,065 |
19,065 |
19,479 |
19,185 |
| S2 |
18,585 |
18,585 |
19,413 |
|
| S3 |
17,865 |
18,345 |
19,347 |
|
| S4 |
17,145 |
17,625 |
19,149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,875 |
19,310 |
565 |
2.9% |
222 |
1.1% |
38% |
False |
False |
12 |
| 10 |
19,875 |
18,825 |
1,050 |
5.4% |
206 |
1.1% |
67% |
False |
False |
9 |
| 20 |
19,875 |
18,295 |
1,580 |
8.1% |
170 |
0.9% |
78% |
False |
False |
7 |
| 40 |
19,875 |
17,160 |
2,715 |
13.9% |
194 |
1.0% |
87% |
False |
False |
4 |
| 60 |
19,875 |
17,160 |
2,715 |
13.9% |
153 |
0.8% |
87% |
False |
False |
3 |
| 80 |
20,945 |
17,160 |
3,785 |
19.4% |
115 |
0.6% |
62% |
False |
False |
2 |
| 100 |
20,945 |
17,160 |
3,785 |
19.4% |
92 |
0.5% |
62% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,838 |
|
2.618 |
20,430 |
|
1.618 |
20,180 |
|
1.000 |
20,025 |
|
0.618 |
19,930 |
|
HIGH |
19,775 |
|
0.618 |
19,680 |
|
0.500 |
19,650 |
|
0.382 |
19,621 |
|
LOW |
19,525 |
|
0.618 |
19,371 |
|
1.000 |
19,275 |
|
1.618 |
19,121 |
|
2.618 |
18,871 |
|
4.250 |
18,463 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,650 |
19,700 |
| PP |
19,608 |
19,642 |
| S1 |
19,567 |
19,583 |
|